R: Rmetrics - EBM and Asian Option Valuation

# Rmetrics - EBM and Asian Option Valuation

## Documentation for package ‘fAsianOptions’ version 3042.82

- DESCRIPTION file.

## Help Pages

fAsianOptions-package | EBM and Asian Option Valuation
AbrahamsonAsianOptionMoments | Exponential Brownian Motion Distributions
AsianOptionMoments | Exponential Brownian Motion Distributions
BesselDI | Modified Bessel Functions
BesselDK | Modified Bessel Functions
BesselFunctions | Modified Bessel Functions
BesselI | Modified Bessel Functions
BesselK | Modified Bessel Functions
BoundsOnAsianOption | Exponential Brownian Motion Distributions
CallPutParityAsianOption | Exponential Brownian Motion Distributions
cgamma | Gamma and Related Functions
CurranThompsonAsianOption | Exponential Brownian Motion Distributions
d2EBM | Exponential Brownian Motion Distributions
dasymEBM | Exponential Brownian Motion Distributions
dEBM | Exponential Brownian Motion Distributions
derivative | Exponential Brownian Motion Distributions
dgam | Exponential Brownian Motion Distributions
djohnson | Exponential Brownian Motion Distributions
dlognorm | Exponential Brownian Motion Distributions
drgam | Exponential Brownian Motion Distributions
DufresneAsianOptionMoments | Exponential Brownian Motion Distributions
EBMAsianOptions | Exponential Brownian Motion Distributions
EBMDistribution | Exponential Brownian Motion Distributions
erf | Gamma and Related Functions
fAsianOptions | EBM and Asian Option Valuation
FuMadanWangTable | Exponential Brownian Motion Distributions
FusaiTaglianiTable | Exponential Brownian Motion Distributions
GammaFunctions | Gamma and Related Functions
GemanTable | Exponential Brownian Motion Distributions
GemanYorAsianOption | Exponential Brownian Motion Distributions
gGemanYor | Exponential Brownian Motion Distributions
gLinetzky | Exponential Brownian Motion Distributions
GramCharlierAsianOption | Exponential Brownian Motion Distributions
hermiteH | Confluent Hypergeometric Functions
HypergeometricFunctions | Confluent Hypergeometric Functions
igamma | Gamma and Related Functions
kummerM | Confluent Hypergeometric Functions
kummerU | Confluent Hypergeometric Functions
LinetzkyAsianOption | Exponential Brownian Motion Distributions
LinetzkyTable | Exponential Brownian Motion Distributions
masian | Exponential Brownian Motion Distributions
mjohnson | Exponential Brownian Motion Distributions
mlognorm | Exponential Brownian Motion Distributions
mnorm | Exponential Brownian Motion Distributions
MomentMatchedAsianDensity | Exponential Brownian Motion Distributions
MomentMatchedAsianOption | Exponential Brownian Motion Distributions
mrgam | Exponential Brownian Motion Distributions
pEBM | Exponential Brownian Motion Distributions
pgam | Exponential Brownian Motion Distributions
pjohnson | Exponential Brownian Motion Distributions
plognorm | Exponential Brownian Motion Distributions
Pochhammer | Gamma and Related Functions
prgam | Exponential Brownian Motion Distributions
Psi | Gamma and Related Functions
RogerShiThompsonAsianOption | Exponential Brownian Motion Distributions
ThompsonAsianOption | Exponential Brownian Motion Distributions
TolmatzAsianOption | Exponential Brownian Motion Distributions
TolmatzAsianOptionMoments | Exponential Brownian Motion Distributions
TurnbullWakemanAsianOptionMoments | Exponential Brownian Motion Distributions
VecerAsianOption | Exponential Brownian Motion Distributions
whittakerM | Confluent Hypergeometric Functions
whittakerW | Confluent Hypergeometric Functions
WithDividendsAsianOption | Exponential Brownian Motion Distributions
ZhangApproximateAsianOption | Exponential Brownian Motion Distributions
ZhangAsianOption | Exponential Brownian Motion Distributions
ZhangLongTable | Exponential Brownian Motion Distributions
ZhangShortTable | Exponential Brownian Motion Distributions
ZhangTable | Exponential Brownian Motion Distributions